+134.8%
ABBV vs DAR
+21.9%
+112.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.6% |
| 7D | +1.5% | -2.8% | +4.3% | +1.6% |
| 30D | +6.7% | -12.8% | +19.6% | +7.1% |
| 3M | +19.9% | -11.6% | +31.5% | +20.2% |
| 6M | +47.5% | -16.8% | +64.2% | +48.1% |
| YTD | +32.2% | +45.9% | -13.7% | +29.6% |
| 1Y | +37.8% | +61.5% | -23.6% | +34.4% |
| 3Y | +134.8% | +23.0% | +111.8% | +127.6% |
| All | +134.8% | +21.9% | +112.9% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling